What is mySQL?

An open source database design. In regards to WP, it is where all of your blog is stored. Everything, post, author, time, etc is stored as a field in the database. That’s why you can retrieve the information in a myriad of ways.

I’m sure others will elaborate, but that’s the basics.

Do you know where i can get it?

What system are you running? Are you looking to install WP on your local machine?

I am running Windows XP and yes, I am looking to install WP on my local machine. I live in the UK

I would look for XAMPP, which seems to be the easiest way of installing php, mysql and phpmyadmin.

Podz has a tutorial for doing this:
https://www.tamba2.org.uk/wordpress/xampp/

You can download it here: https://dev.mysql.com/downloads/mysql/4.1.html

Installer instructions for Windows here: https://dev.mysql.com/tech-resources/articles/4.1/installer.html